Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/38810
Authors: 
Huang, Haishi
Year of Publication: 
2010
Series/Report no.: 
Bonn econ discussion papers 2010,9
Abstract: 
Within a default intensity approach we discuss the optimal exercise of the callable and convertible bonds. Pricing bounds for convertible bonds are derived in an uncertain volatility model, i.e. when the volatility of the stock price process lies between two extreme values.
Document Type: 
Working Paper

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